# Shortlist Subperiod Review

## Time Windows
- **2014-06_to_2018-12**: `2014-06-18` ~ `2018-12-31` (1110 bars)
- **2019-01_to_2022-12**: `2019-01-01` ~ `2022-12-31` (972 bars)
- **2023-01_to_2026-04**: `2023-01-01` ~ `2026-04-03` (786 bars)

## 2014-06_to_2018-12

| Strategy | Annual Return | Sharpe | Max DD | Closed Trades | Win Rate |
| --- | ---: | ---: | ---: | ---: | ---: |
| DualThrustRegime_r20_k035_035_reg120 | 18.26% | 0.445 | 19.96% | 2 | 50.00% |
| DualThrustBasicStrategy | 15.39% | 0.373 | 35.17% | 17 | 29.41% |
| DonchianAtrTrailStrategy | 12.22% | 0.329 | 27.09% | 10 | 40.00% |
| DonchianRegimeStrategy | 8.12% | 0.296 | 37.28% | 7 | 42.86% |
| DonchianHybrid_b55_e30_tv025_atr4 | 6.28% | 0.226 | 26.43% | 11 | 27.27% |
| MomentumVolTargetStrategy | 6.14% | 0.225 | 35.55% | 15 | 20.00% |
| MVT_reg150_tv029 | 5.65% | 0.212 | 35.47% | 15 | 20.00% |
| MacdLongMaStrategy | 0.44% | 0.021 | 39.72% | 21 | 33.33% |

## 2019-01_to_2022-12

| Strategy | Annual Return | Sharpe | Max DD | Closed Trades | Win Rate |
| --- | ---: | ---: | ---: | ---: | ---: |
| DualThrustBasicStrategy | 17.86% | 0.721 | 29.40% | 20 | 50.00% |
| MomentumVolTargetStrategy | 17.25% | 0.678 | 16.09% | 25 | 40.00% |
| MacdLongMaStrategy | 17.00% | 0.617 | 14.36% | 31 | 58.06% |
| MVT_reg150_tv029 | 16.17% | 0.654 | 17.20% | 25 | 40.00% |
| DonchianRegimeStrategy | 13.86% | 0.663 | 18.51% | 7 | 57.14% |
| DualThrustRegime_r20_k035_035_reg120 | 12.50% | 0.528 | 23.94% | 12 | 58.33% |
| DonchianHybrid_b55_e30_tv025_atr4 | 8.94% | 0.506 | 16.97% | 14 | 50.00% |
| DonchianAtrTrailStrategy | 7.87% | 0.462 | 19.98% | 14 | 64.29% |

## 2023-01_to_2026-04

| Strategy | Annual Return | Sharpe | Max DD | Closed Trades | Win Rate |
| --- | ---: | ---: | ---: | ---: | ---: |
| DualThrustBasicStrategy | 16.65% | 0.694 | 21.11% | 18 | 38.89% |
| MomentumVolTargetStrategy | 12.87% | 0.598 | 15.76% | 23 | 39.13% |
| MVT_reg150_tv029 | 12.54% | 0.628 | 15.36% | 24 | 41.67% |
| DonchianRegimeStrategy | 11.91% | 0.388 | 14.67% | 4 | 25.00% |
| DonchianHybrid_b55_e30_tv025_atr4 | 10.60% | 0.486 | 11.31% | 6 | 66.67% |
| DonchianAtrTrailStrategy | 7.52% | 0.335 | 16.29% | 6 | 50.00% |
| MacdLongMaStrategy | 6.53% | 0.226 | 18.36% | 15 | 40.00% |
| DualThrustRegime_r20_k035_035_reg120 | 4.62% | 0.165 | 18.26% | 12 | 16.67% |

## Quick Winners by Period
- **2014-06_to_2018-12**: best annual `DualThrustRegime_r20_k035_035_reg120` (18.26%), best Sharpe `DualThrustRegime_r20_k035_035_reg120` (0.445), lowest DD `DualThrustRegime_r20_k035_035_reg120` (19.96%)
- **2019-01_to_2022-12**: best annual `DualThrustBasicStrategy` (17.86%), best Sharpe `DualThrustBasicStrategy` (0.721), lowest DD `MacdLongMaStrategy` (14.36%)
- **2023-01_to_2026-04**: best annual `DualThrustBasicStrategy` (16.65%), best Sharpe `DualThrustBasicStrategy` (0.694), lowest DD `DonchianHybrid_b55_e30_tv025_atr4` (11.31%)